+60.7%
COP vs MOD
-33.0%
+93.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -21.4% | +16.3% | -5.9% |
| 7D | -8.1% | -31.3% | +23.2% | -9.5% |
| 30D | +6.7% | -46.1% | +52.8% | +3.7% |
| 3M | +16.9% | -51.1% | +68.0% | +13.3% |
| 6M | +11.2% | -62.1% | +73.2% | +6.8% |
| YTD | +49.5% | -26.2% | +75.7% | +41.8% |
| 1Y | +60.7% | -32.6% | +93.2% | +54.2% |
| All | +60.7% | -33.0% | +93.7% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling